Published online by Cambridge University Press: 27 July 2009
This paper deals with evaluation and optimization of polling systems with time limits. Performance measures are evaluated with the power-series algorithm, a flexible technique for computing performance measures for multiqueue systems. The constant time limits are approximated by Erlang distributed variables. The algorithm is extended to compute derivatives of performance measures. This allows for optimization of cost functions with respect to the mean values of the time limits by gradient methods. Several properties of the optimal time limits are revealed by the numerical solution of various optimization problems.